changepoint-detector had been tested on level steps (the Nile), volatility breaks, counts and seasonal series, but never on a series where each year is strongly tied to the one before. Lake Huron's annual level, 1875 to 1972, is that: lag-1 autocorrelation of about 0.8, and a drop near 1920 in the literature.
| mode | changes found |
|---|---|
| plain mean | 10 (1889, 1923, 1929, 1931, 1942, 1951, 1956, 1963, 1966, 1969) |
--ar1 (plain or joint) | none |
meanvar | 1889 and 1923 (range 1919 to 1925) |
The plain model reads persistence as a string of small steps; the AR(1) model widens the noise so far that it also hides the drop. Only meanvar lands near 1920, and with one series that may be luck. The result is pinned in a test so a later fix has to show it moves these numbers. The open item is an AR(1) mean model that keeps a drop of this size.
The series is R's LakeHuron (98 numbers, source noted in the venture's data/SOURCE.md).